BSBR (BANCO SANTANDER (BRASIL) SA)
Expected Move & Straddle Price History
The expected move for BSBR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current BSBR Expected Move
30-Day Straddle
$3.38
7-Day Straddle
$3.48
Avg IV
1.7%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to BSBR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BSBR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $3.38 | $3.48 | 1.7% | 26% |
| 20260903 | $3.40 | $1.00 | 2.2% | 50% |
| 20260902 | $3.33 | $3.33 | 3.4% | 99% |
| 20260901 | $0.83 | $0.83 | 2.5% | 61% |
| 20260831 | $3.38 | $3.38 | 2.5% | 63% |
| 20260828 | $3.30 | $3.30 | 2.6% | 66% |
| 20260827 | $1.32 | $1.32 | 2.2% | 50% |
| 20260826 | $1.38 | $1.38 | 2.2% | 49% |
| 20260825 | $3.40 | $3.40 | 1.8% | 33% |
| 20260824 | $3.30 | $3.30 | 2.0% | 41% |
| 20260821 | $1.27 | $3.25 | 2.1% | 43% |
| 20260820 | $3.12 | $3.10 | 2.1% | 44% |
| 20260819 | $1.27 | $3.17 | 2.2% | 48% |
| 20260818 | $1.25 | $0.75 | 2.3% | 54% |
| 20260817 | $3.33 | $0.85 | 1.9% | 35% |
| 20260814 | $3.30 | $0.88 | 1.7% | 28% |
| 20260813 | $3.25 | $1.20 | 1.8% | 30% |
| 20260812 | $3.35 | $3.27 | 1.7% | 29% |
| 20260811 | $1.07 | $3.27 | 1.7% | 27% |
| 20260810 | $3.48 | $3.42 | 1.6% | 23% |
| 20260806 | $3.52 | $3.38 | 1.6% | 21% |
| 20260805 | $3.35 | $3.35 | 2.2% | 39% |
| 20260804 | $0.88 | $0.88 | 2.4% | 47% |
| 20260803 | $3.27 | $3.27 | 2.2% | 41% |
| 20260731 | $3.70 | $3.70 | 2.3% | 44% |
| 20260730 | $2.70 | $2.70 | 1.5% | 16% |
| 20260729 | $0.85 | $0.85 | 1.7% | 23% |
| 20260728 | $1.12 | $1.12 | 1.8% | 27% |
| 20260727 | $2.82 | $2.82 | 1.3% | 8% |
| 20260724 | $0.95 | $0.95 | 1.8% | 25% |
| 20260723 | $1.00 | $1.00 | 1.4% | 11% |
| 20260722 | $1.15 | $1.15 | 1.6% | 19% |
| 20260721 | $2.80 | $2.80 | 1.5% | 14% |
| 20260720 | $0.72 | $0.72 | 1.4% | 12% |
| 20260716 | $2.92 | $1.88 | 1.4% | 14% |
| 20260715 | $1.23 | $0.60 | 1.4% | 13% |
| 20260714 | $1.02 | $2.88 | 1.4% | 13% |
| 20260713 | $3.12 | $0.62 | 1.2% | 4% |
| 20260710 | $0.53 | $0.93 | 1.3% | 8% |
| 20260709 | $3.05 | $0.42 | 1.1% | 0% |
| 20260708 | $0.53 | $0.42 | 1.1% | 0% |
| 20260707 | $0.93 | $0.95 | 1.2% | 0% |
| 20260706 | $2.82 | $2.83 | 1.4% | 6% |
| 20260702 | $2.10 | $2.10 | 2.4% | 46% |
| 20260701 | $0.43 | $0.43 | 2.9% | 64% |
| 20260630 | $3.08 | $3.08 | 2.4% | 46% |
| 20260629 | $0.65 | $0.65 | 2.5% | 49% |
| 20260626 | $0.97 | $0.97 | 2.3% | 39% |
| 20260625 | $5.00 | $5.00 | 2.1% | 33% |
| 20260624 | $1.07 | $1.07 | 2.1% | 34% |
| 20260623 | $1.60 | $1.60 | 2.0% | 28% |
| 20260622 | $0.80 | $0.80 | 1.9% | 24% |
| 20260618 | $2.92 | $0.40 | 2.0% | 30% |
| 20260617 | $1.10 | $0.53 | 1.9% | 26% |
| 20260616 | $3.10 | $0.58 | 1.7% | 21% |
| 20260615 | $0.70 | $1.27 | 1.9% | 25% |
| 20260613 | $1.98 | $0.38 | 1.6% | 17% |
| 20260612 | $2.17 | $0.38 | 1.6% | 17% |
| 20260611 | $0.85 | $0.65 | 1.7% | 21% |
| 20260610 | $3.08 | $0.25 | 1.8% | 24% |